-10.0%
CEG vs ADSK
-34.7%
+24.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -4.8% | -2.5% | -2.2% | -5.0% |
| 30D | +2.3% | -14.9% | +17.2% | +0.9% |
| 3M | +15.6% | +3.3% | +12.3% | +15.9% |
| 6M | -5.0% | -15.7% | +10.6% | -4.1% |
| YTD | -19.0% | -28.2% | +9.2% | -14.3% |
| 1Y | -10.0% | -34.5% | +24.6% | +0.2% |
| All | -10.0% | -34.7% | +24.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling